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scientific article; zbMATH DE number 2118867
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scientific article; zbMATH DE number 2118867

    Statements

    publication date
    24 November 2004
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    zbMATH Keywords
    maximum likelihood estimate
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    diffusion model
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    fractional Brownian model
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    asymptotic normality
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    asymptotic effectiveness
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62F12
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    60H10
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    zbMATH DE Number
    2118867
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